A note on conjugate π-variation and a weak limit theorem for the number of renewals

Athreya, Krishna B. ; Anderson, Kevin K. (1988) A note on conjugate π-variation and a weak limit theorem for the number of renewals Statistics & Probability Letters, 6 (3). pp. 151-154. ISSN 0167-7152

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...

Related URL: http://dx.doi.org/10.1016/0167-7152(88)90111-3

Abstract

A weak limit theorem for the number of renewals N(t) when 1 - F(x) is regularly varying with index -1 is given utilizing an alternatemethod of constructing conjugates for functions in the well-known subclass Π of slowly varying functions. An error in the literature concerning the centering term when F(x) has a finite mean is corrected.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Renewal Theory; Regular Variation; Π-variation; Stable Laws
ID Code:1122
Deposited On:05 Oct 2010 12:54
Last Modified:12 May 2011 10:01

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